STRATEGY VWAP MOMENTUM

20251024 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 3

Periodo: 2025-10-24 10:48:00 - 2025-10-24 22:59:00

Exposure Days: 1

Trades per Day: 3.00

Avg Duration: 239.33 min

Median Duration: 213.00 min

PERFORMANCE

Total Profit: $-1,390.00

Avg Profit: $-463.33

Median Profit: $-30.00

Std Profit: $901.79

Profit Factor: 0.09

WIN/LOSS

Win Rate: 0.0%

Winners / Losers: 0 / 2 (Ratio: N/A)

Gross Profit: $140.00

Gross Loss: $-1,530.00

Avg Winner: $0.00

Avg Loser: $-765.00

Avg Winner / Avg Loser: (Ratio: 1:0.00)

Largest Winner: $140.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-1,500.00

Sharpe Ratio: -0.51

Sortino Ratio: -0.45

Ulcer Index: 3896.63

EXIT REASONS

TARGET exits: 0 (0.0%)

STOP exits: 1 (33.3%)

EOD exits: 1 (33.3%)

LONG ENTRIES (BUY)

Total LONG: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,390.00

Avg P&L: $-463.33

SHORT ENTRIES (SELL)

Total SHORT: 0

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $0.00

Avg P&L: $0.00

CUMULATIVE P&L